T-FinKB: A Platform of Temporal Financial Knowledge Base Construction

Xinyi Zhu, Liping Wang, Hao Xin, Xiaohan Wang, Zhifeng Jia, Jiyao Wang, Chunming Ma, Yuxiang Zengt

Abstract: In recent years, domain-specific knowledge bases (KBs) have attracted more attention in academics and industry because of their expertise and in-depth representation in a specific domain. However, when constructing a domain-specific KB, one needs to address not only the challenges in constructing a general KB, but also the difficulties raised by the nature of domain-specific raw data. Considering the usability of financial Knowledge Bases (KBs) in many downstream applications, such as financial risk analysis and fraud detection, we aim to build a Temporal Financial KB. However, the complex, time-varying financial knowledge and the volatile financial market evolution make construction quite challenging. Thus, we propose a Platform for Temporal Financial KB Construction, T-FinKB Platform 1. This platform consists of three fundamental modules, i.e., evolved knowledge extraction module, temporal record linkage and conflicts resolution module, and dynamic knowledge update module designed for financial knowledge. Generated temporal financial KBs (T-FinKBs) from T-FinKB Platform can be updated automatically. T-FinKB has been successfully applied to a downstream application, stock trend prediction with backtesting evaluation. In addition, T-FinKB Platform provides several APIs for visualization, queries and analytics.